Anticipate regime shifts before the market does
Regime Alpha converts thousands of macro & cross‑asset signals into dynamic, macro‑aware regime probabilities you can trade on.
Regime Alpha converts thousands of macro & cross‑asset signals into dynamic, macro‑aware regime probabilities you can trade on.
Know when to rotate risk, size positions, or de‑risk entirely as macro regimes evolve in real time.
Probability scores refresh each trading day so you’re never caught chasing yesterday’s narrative.
Integrated LLM co‑pilot breaks down drivers behind each regime, ready for compliance and clients.
Pull regime probabilities into quant models, dashboards, or OMS with a single endpoint.
50+ macro, rates, credit, volatility & sentiment inputs with more added monthly.
Dimensionality reduction surfaces latent factors driving market stress & momentum.
Hybrid GMM/HMM architecture with Kalman smoothing & regime forecasts.
Define probability‑based trading rules & visualize P&L across regimes.
Signals monitored daily
Hit‑rate on major equity volatility spikes*
API response latency
*Back‑tested across 20 years of data. Past performance not indicative of future results.
Rapidly clusters market states with heterogeneous vol & correlation regimes.
Probabilistic transitions capture persistence & mean‑reversion of risk regimes.
Blends option‑implied data and macro drivers for forward‑looking probabilities.
Noise‑reduced factors improve regime stability and signal‑to‑noise.
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Ready to explore Regime Alpha for your desk or fund? Drop us a note and we'll respond within one business day.
✉️ joe@regimealpha.com